Abstract
This chapter presents algorithms for uniform matrix sample generation in norm-bounded sets. First, we discuss the simple case of matrix sampling in sets defined by ℓ p Hilbert–Schmidt norm, which reduces to the vector ℓ p norm randomization problem. Subsequently, we present an efficient solution to the problem of uniform generation in sets defined by the spectral norm.
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© 2013 Springer-Verlag London
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Tempo, R., Calafiore, G., Dabbene, F. (2013). Matrix Randomization Methods. In: Randomized Algorithms for Analysis and Control of Uncertain Systems. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-4610-0_18
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DOI: https://doi.org/10.1007/978-1-4471-4610-0_18
Publisher Name: Springer, London
Print ISBN: 978-1-4471-4609-4
Online ISBN: 978-1-4471-4610-0
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